+29.3%
OWL vs CHWY
-75.0%
+104.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.5% | -4.3% |
| 7D | -11.9% | -12.0% | +0.1% | -9.8% |
| 30D | -13.7% | -6.2% | -7.5% | -12.8% |
| 3M | +12.3% | +5.5% | +6.7% | +10.5% |
| 6M | +15.0% | -17.8% | +32.8% | +18.3% |
| YTD | -25.7% | -36.2% | +10.5% | -20.1% |
| 1Y | -39.5% | -40.0% | +0.5% | -34.4% |
| 3Y | +0.9% | -8.3% | +9.2% | -3.3% |
| 5Y | -16.5% | -71.9% | +55.4% | -13.2% |
| All | +29.3% | -75.0% | +104.3% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHWY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling